DarioHealth Corp Backtesting

DarioHealth Corp -- USA Stock  

USD 1.46  0.04  2.67%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DarioHealth Corp and determine expected loss or profit from investing in DarioHealth Corp over given investment horizon. Additionally see DarioHealth Corp Hype Analysis, DarioHealth Corp Correlation, DarioHealth Corp Valuation, DarioHealth Corp Volatility as well as analyze DarioHealth Corp Alpha and Beta and DarioHealth Corp Performance
Investment Horizon     30 Days    Login   to change

DarioHealth Corp 'What if' Analysis

November 17, 2017
No Change 0.00  0.0%
In 30 days
December 17, 2017
If you would invest  0.00  in DarioHealth Corp on November 17, 2017 and sell it all today you would earn a total of 0.00 from holding DarioHealth Corp or generate 0.0% return on investment in DarioHealth Corp over 30 days. DarioHealth Corp is related to or competes with Edwards Lifesciences, Digirad, and . Its flagship product is Dario Smart Diabetes Management Solution a mobile realtime cloudbased diabetes management soluti...

DarioHealth Corp Upside/Downside Indicators


DarioHealth Corp Market Premium Indicators

DarioHealth Corp lagged returns against current returns

 Current and Lagged Values 

DarioHealth Corp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

DarioHealth Corp Backtested Returns

Macroaxis considers DarioHealth Corp to be risky. DarioHealth Corp secures Sharpe Ratio (or Efficiency) of -0.2814 which denotes DarioHealth Corp had -0.2814% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. DarioHealth Corp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DarioHealth Corp Coefficient Of Variation of (451.66) and Mean Deviation of 2.13 to check risk estimate we provide. Macroaxis gives DarioHealth Corp performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4658 which denotes to the fact that as returns on market increase, DarioHealth Corp returns are expected to increase less than the market. However during bear market, the loss on holding DarioHealth Corp will be expected to be smaller as well.. Even though it is essential to pay attention to DarioHealth Corp historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DarioHealth Corp exposes twenty-one different technical indicators which can help you to evaluate its performance. DarioHealth Corp has expected return of -0.7868%. Please be advised to confirm DarioHealth Corp Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if DarioHealth Corp past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.12) 

Insignificant reverse predictability

DarioHealth Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between DarioHealth Corp time series from November 17, 2017 to December 2, 2017 and December 2, 2017 to December 17, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DarioHealth Corp price movement. The serial correlation of -0.12 indicates that less than 12.0% of current DarioHealth Corp price fluctuation can be explain by its past prices. Given that DarioHealth Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of DarioHealth Corp for similar time interval.
Correlation Coefficient -0.12
Spearman Rank Test -0.49
Lagged Price Variance 0.01
Average Price 1.46

DarioHealth Corp Lagged Returns

 Regressed Prices 

DarioHealth Corp Performance vs DOW

The median price of DarioHealth Corp for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 1.52 with a coefficient of variation of 7.51. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 1.56, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)